One-step sparse estimates in the reverse penalty for high-dimensional correlated data

DOI10.1016/j.cam.2023.115119MaRDI QIDQ6099504

Hu Yang, Hao Ming, Yinjun Chen

Publication date: 20 June 2023

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

nonconvex minimizationpenalized estimatorcorrelated effects

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Nonparametric inference (62Gxx) Probabilistic methods, stochastic differential equations (65Cxx)

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